+21.4%
ROP vs ROIV
+248.8%
-227.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +4.0% | -0.1% |
| 7D | +9.2% | -2.4% | +11.6% | +9.3% |
| 30D | +35.5% | +3.1% | +32.5% | +35.3% |
| 3M | +24.4% | +5.8% | +18.6% | +23.9% |
| 6M | +38.0% | +29.3% | +8.7% | +35.7% |
| YTD | +11.1% | +68.8% | -57.7% | +7.4% |
| 1Y | +10.9% | +81.0% | -70.1% | +6.8% |
| 3Y | -0.5% | +294.6% | -295.1% | -8.4% |
| 5Y | +4.5% | +373.1% | -368.6% | -9.3% |
| All | +21.4% | +248.8% | -227.4% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling